Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
namespace QuantConnect.Algorithm.CSharp
{
    public class TachyonMultidimensionalPrism : QCAlgorithm
    {
		
		// Dictionary to hold SymbolData objects
		Dictionary<Symbol, SymbolData> symbols;
		
        public override void Initialize()
        {
            SetStartDate(2020, 2, 10);  //Set Start Date
            SetEndDate(2020, 2, 18);
            SetCash(100000);             //Set Strategy Cash
            
            // Add SPY
            Symbol spy = AddEquity("SPY", Resolution.Minute).Symbol;
            // Initialize dictionary
            symbols = new Dictionary<Symbol, SymbolData>(); 
			// Add SymbolData object for SPY to dictionary
			symbols.Add(spy, new SymbolData(this, spy));

        }
        
        
        public override void OnData(Slice data){
        	
        	foreach(var symbol in data.Keys){
        		
        		var riskPerShare = symbols[symbol].RiskPerShare;
        		
        	}
        }

    }
    
    
    public class SymbolData
    {
    	private QCAlgorithm _algorithm;
    	private Symbol _symbol;
    	public decimal RiskPerShare {get; set;}
    	
    	public SymbolData(QCAlgorithm algorithm, Symbol symbol)
    	{
    		_algorithm = algorithm;
    		_symbol = symbol;
    		// Calculate RiskPerShare
    		// RiskPerShare = ....
    	}
    	
    }
}